no, it makes perfect sense and everyone should/will have to do it sooner or later
the amount of data collection and tracking on all thinkable levels from tracking iframes in webpages down to TLS fingerprinting and route scanning is beyond imaginable already
as I said before buying cheap (1-5EUR per month) VPS servers, using WireGuard (look at︂ it as a virtual UTP cable) to connect it together and then adding whatever logic︃ you desire (randomization, per target routing, obscure paths, ...)
this is the simplest and most︄ robust solution that you're not dependent on any (potentially malicious) third party (except disposable VPS)︅